Extending OmniHedge

Delta has extended OmniHedge to include:

  • hedge allocations
  • execution compliance
  • VWAP analysis
  • benchmarking
  • value at risk (VAR)
  • historical analysis
  • commissions analysis
  • trade blotter

A Smorgasbord of Solutions

Delta has provided such customized solutions as:

  • integrating data from a fund’s proprietary reports within OmniHedge
  • reconciliation of multiple prime brokers and a fund’s portfolios
  • providing separate and dynamic views of position and exposure data for accounting and trading groups
  • retrieving web-based data for integration with a fund’s portfolio management system data
  • a broker-voting system to support best execution and compliance concerns
  • a sell-side event tracking and rating system, also in support of best execution and compliance
  • extensive work in Excel—extending, converting, and enhancing existing applications